Data Source: from March 2010 to December 2021

Last Update: 31 December 2021

The Roger Gibson Talmud Portfolio 2x Leveraged is exposed for 66.67% on the Stock Market.

It's a High Risk portfolio and it can be replicated with 3 ETFs.

In the last 10 years, the portfolio obtained a 18.24% compound annual return, with a 17.01% standard deviation.

Asset Allocation and ETFs

The Roger Gibson Talmud Portfolio 2x Leveraged has the following asset allocation:

66.67% Stocks
33.33% Fixed Income
0% Commodities

The Roger Gibson Talmud Portfolio 2x Leveraged can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
33.34 % SSO ProShares Ultra S&P 500 2x, Equity, U.S., Large Cap
33.33 % URE ProShares Ultra Real Estate 2x, Real Estate, U.S.
33.33 % UST ProShares Ultra 7-10 Year Treasury 2x, Bond, U.S., Intermediate-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Roger Gibson Talmud Portfolio 2x Leveraged guaranteed the following returns.

ROGER GIBSON TALMUD PORTFOLIO 2X LEVERAGED RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Roger Gibson Talmud Portfolio 2x Leveraged +10.23 +19.39 +20.21 +46.68 +30.30 +19.34 +18.24
--- Inflation Adjusted return +9.71 +16.81 +16.25 +36.92 +25.86 +15.96 +15.79
Components
SSO
ProShares Ultra S&P 500
+8.76 +22.16 +22.69 +60.45 +47.17 +31.47 +29.46
URE
ProShares Ultra Real Estate
+18.76 +29.59 +31.70 +87.45 +28.63 +16.41 +17.58
UST
ProShares Ultra 7-10 Year Treasury
-1.83 -0.48 -0.89 -7.87 +7.46 +4.84 +3.60
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12%

In 2021, the portfolio granted a 0.24% dividend yield. If you are interested in getting periodic income, please refer to the Roger Gibson Talmud Portfolio 2x Leveraged: Dividend Yield page.

Historical Returns

Historical returns and stats of Roger Gibson Talmud Portfolio 2x Leveraged. Total Returns and Inflation Adjusted Returns are both mentioned.

ROGER GIBSON TALMUD PORTFOLIO 2X LEVERAGED
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+10.23%
+9.71%
0.00%
1 - 0
3M
+19.39%
+16.81%
-2.00%
Nov 2021 - Nov 2021
2 - 1
6M
+20.21%
+16.25%
-8.28%
Sep 2021 - Sep 2021
4 - 2
YTD
+46.68%
+36.92%
19.03%
-8.28%
Sep 2021 - Sep 2021
9 - 3
75% pos
1Y
+46.68%
+36.92%
19.03%
-8.28%
Sep 2021 - Sep 2021
9 - 3
75% pos
3Y
+30.30%
annualized
+25.86%
annualized
21.48%
-25.50%
Feb 2020 - Mar 2020
28 - 8
78% pos
5Y
+19.34%
annualized
+15.96%
annualized
18.96%
-25.50%
Feb 2020 - Mar 2020
45 - 15
75% pos
10Y
+18.24%
annualized
+15.79%
annualized
17.01%
-25.50%
Feb 2020 - Mar 2020
84 - 36
70% pos
MAX
01 Mar 2010
+18.81%
annualized
+16.29%
annualized
17.71%
-25.50%
Feb 2020 - Mar 2020
97 - 45
68% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Roger Gibson Talmud Portfolio 2x Leveraged actually efficient, compared to other Lazy Portfolios?

Similar portfolios, ordered by 5 Years annualized return.

These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.

5 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Talmud Portfolio 2x Leveraged
Roger Gibson
+19.34% -25.50% 66.67 33.33 0
Talmud Portfolio
Roger Gibson
+11.24% -15.15% 66.67 33.33 0 Compare

Best Classic Portfolios, with High Risk, ordered by 10 Years annualized return.

10 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Simple Path to Wealth
JL Collins
+13.01% -15.47% 75 25 0 Compare
Stocks/Bonds 60/40
+11.01% -12.29% 60 40 0 Compare
Talmud Portfolio
Roger Gibson
+10.45% -15.15% 66.67 33.33 0 Compare
Edge Select Moderately Aggressive
Merrill Lynch
+10.43% -14.28% 69 31 0 Compare
Jane Bryant Quinn's Portfolio
Jane Bryant Quinn
+10.43% -15.08% 70 30 0 Compare

See all portfolios

Capital Growth

Time Range:

An investment of 1000$, since January 2012, now would be worth 5340.24$, with a total return of 434.02% (18.24% annualized).

The Inflation Adjusted Capital now would be 4330.69$, with a net total return of 333.07% (15.79% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 2012 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-25.50% Feb 2020 Mar 2020 2 Dec 2020 9 11
-14.56% Sep 2018 Dec 2018 4 Mar 2019 3 7
-12.34% May 2013 Aug 2013 4 Jan 2014 5 9
-11.50% Aug 2016 Nov 2016 4 May 2017 6 10
-11.02% Feb 2015 Aug 2015 7 Mar 2016 7 14
-8.28% Sep 2021 Sep 2021 1 Oct 2021 1 2
-7.81% Feb 2018 Apr 2018 3 Jul 2018 3 6
-6.02% Sep 2014 Sep 2014 1 Oct 2014 1 2
-5.45% May 2012 May 2012 1 Jun 2012 1 2
-3.27% May 2019 May 2019 1 Jun 2019 1 2
-2.26% Oct 2012 Oct 2012 1 Dec 2012 2 3
-2.00% Nov 2021 Nov 2021 1 Dec 2021 1 2
-1.76% Jan 2021 Jan 2021 1 Mar 2021 2 3
-1.21% Apr 2016 Apr 2016 1 May 2016 1 2
-1.20% Jul 2014 Jul 2014 1 Aug 2014 1 2
-0.11% Sep 2017 Sep 2017 1 Oct 2017 1 2

Rolling Returns ( more details)

Roger Gibson Talmud Portfolio 2x Leveraged: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+17.62% +56.90%
Nov 2020 - Oct 2021
-9.85%
Jan 2018 - Dec 2018
8.40%
2 Years
+15.76% +29.27%
Jul 2010 - Jun 2012
+3.45%
Dec 2014 - Nov 2016
0.00%
3 Years
+15.54% +30.30%
Jan 2019 - Dec 2021
+4.61%
Apr 2017 - Mar 2020
0.00%
5 Years
+14.79% +24.48%
Mar 2010 - Feb 2015
+5.27%
Apr 2015 - Mar 2020
0.00%
7 Years
+14.81% +19.39%
Jul 2010 - Jun 2017
+9.65%
Apr 2013 - Mar 2020
0.00%
10 Years
+15.60% +18.24%
Jan 2012 - Dec 2021
+13.37%
Apr 2010 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Roger Gibson Talmud Portfolio 2x Leveraged: Rolling Returns page.

Seasonality

Roger Gibson Talmud Portfolio 2x Leveraged Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
3.25
82%
0.84
73%
1.76
67%
3.63
75%
-0.32
67%
0.97
67%
3.98
92%
-0.18
58%
-1.20
42%
2.93
67%
1.32
50%
2.03
83%
Best
Year
13.6
2019
6.4
2014
10.8
2016
10.5
2021
4.5
2014
6.4
2019
11.3
2010
6.2
2014
8.2
2010
12.3
2011
11.5
2020
10.2
2021
Worst
Year
-4.1
2016
-7.8
2018
-19.3
2020
-3.2
2015
-8.6
2010
-5.2
2015
-1.2
2014
-8.0
2015
-9.2
2011
-7.6
2018
-2.7
2011
-9.9
2018
Statistics calculated for the period Mar 2010 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

Roger Gibson Talmud Portfolio 2x Leveraged monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
97 Positive Months (68%) - 45 Negative Months (32%)
Mar 2010 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+46.68 +36.92 -1.8 1.5 5.5 10.5 1.1 3.7 6.3 3.3 -8.3 10.5 -2.0 10.2
2020
+4.10 +2.76 2.9 -7.6 -19.3 10.1 3.4 1.6 6.4 3.8 -3.8 -4.5 11.5 3.6
2019
+44.89 +41.69 13.6 2.1 5.7 2.0 -3.3 6.4 2.2 3.1 1.6 1.9 1.0 2.2
2018
-9.85 -11.55 0.1 -7.8 0.9 -1.0 4.0 3.0 2.4 4.2 -2.3 -7.6 4.9 -9.9
2017
+21.37 +18.88 1.2 5.9 -1.0 1.7 1.2 1.3 2.3 1.3 -0.1 1.5 3.5 0.9
2016
+10.82 +8.60 -4.1 0.3 10.8 -1.2 2.4 6.3 5.0 -3.1 -1.3 -5.5 -2.1 4.1
2015
+0.17 -0.47 4.7 -0.2 0.0 -3.2 0.2 -5.2 5.4 -8.0 0.2 8.8 -0.4 -1.0
2014
+33.69 +32.82 1.9 6.4 0.1 3.0 4.5 1.9 -1.2 6.2 -6.0 8.6 4.6 0.3
2013
+19.08 +17.30 5.3 2.2 4.8 6.2 -4.8 -4.4 4.0 -7.4 5.7 6.4 -0.8 1.7
2012
+24.83 +22.67 8.1 1.6 4.5 2.6 -5.4 5.9 3.3 1.5 0.7 -2.3 0.3 2.2
2011
+9.95 +6.69 3.8 4.9 -1.1 6.3 1.3 -3.7 0.5 -5.4 -9.2 12.3 -2.7 4.3
2010
- - 10.1 6.4 -8.6 -5.1 11.3 -1.5 8.2 5.0 -2.2 5.7
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